+2,818.3%
SOXX vs MELI
+8,800.3%
-5,982.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | -3.6% | +3.8% | -7.4% | -4.9% |
| 3M | -10.2% | +17.8% | -28.0% | -15.0% |
| 6M | +54.2% | +7.4% | +46.8% | +48.7% |
| YTD | +75.2% | -5.8% | +81.0% | +74.5% |
| 1Y | +107.5% | -18.9% | +126.4% | +114.5% |
| 3Y | +226.8% | +33.3% | +193.4% | +186.2% |
| 5Y | +251.2% | +2.7% | +248.5% | +208.4% |
| 10Y | +1,567.6% | +962.9% | +604.7% | +635.4% |
| All | +2,818.3% | +8,800.3% | -5,982.0% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MELI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling